You could look around for a 9600GT, which should be available for around $25 used. Your Dell should have a 300W PSU and a 9600GT worked with mine. That would be a huge improvement over what you have, but you'd still be looking at 2008 era games. (Though my X2 5200+ with a 9600GT would play Dead Space at 1600x1200 with 2xAA at a pretty solid 85FPS)
E: Looking at Passmark I see my X2 5200+ was significantly faster than your E2140. You need a new build. Go to General Hardware and fill out the sticky.
If you only have a few bucks, the above holds: a 9600GT is a LOT faster than a 9400GT and would open up a lot of games. (I play League on a 9600GT just fine) So if you can get one for cheap it's not a bad option. But unless you have an ATX case lying around and can find a 775 board for ultra-cheap that would allow for the overclocking of that CPU, I don't see much else that can be done.